I've never had a problem swapping SIM cards on ATT. Not sure if it's "supported", but I've done it in the past. The only phone where I've run in to restrictions was the iPhone. They ask you for the IMEI because they show "your device" in the ATT portal. I don't think it's used to restrict your access.
Not trying to make an argument out of it or anything :) but I figured since you're a T-Mobile customer, you're already in for a rough ride :( Thought I'd try to offer some consolation as we welcome you to the support group... I mean, network. Yeah, network.